Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 30
BB.Number.of.SDs.to.Enter = 1.5
Profit account= 204 (per day adjusted to desire% DD )
Activity = 9.17 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 30 and BB.Number.of.SDs.to.Enter = 1.5

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
107 47824.32 360.77 7871.57 4 351 274 -26.2 30 1.5 GBPJPY 26.23857 38.1118379 11433.55138 18226.7273 50.521738 0.9729190 No
32 16640.27 348.21 3035.76 3 211 168 -10.1 30 1.5 EURGBP 10.11920 98.8220413 29646.61238 16444.2545 47.225107 0.6059562 No
132 33889.88 361.00 8752.22 4 318 262 -29.2 30 1.5 GBPUSD 29.17407 34.2770177 10283.10532 11616.4402 32.178505 0.8808864 No
7 51649.44 358.20 18174.56 4 348 272 -60.6 30 1.5 AUDUSD 60.58187 16.5065894 4951.97683 8525.5610 23.801119 0.9715243 No
182 24560.09 357.25 11346.56 4 243 190 -37.8 30 1.5 USDCAD 37.82187 26.4397315 7931.91945 6493.6219 18.176688 0.6801959 No
257 120517.34 357.72 101623.30 7 306 221 -338.7 30 1.5 XAUUSD 338.74433 2.9520789 885.62367 3557.7670 9.945675 0.8554176 Yes
82 50098.06 360.49 53286.12 6 281 219 -177.6 30 1.5 EURUSD 177.62040 5.6299839 1688.99518 2820.5127 7.824108 0.7794946 No
207 102889.81 360.76 185187.52 7 269 209 -617.3 30 1.5 USDCHF 617.29173 1.6199796 485.99387 1666.7939 4.620229 0.7456481 Yes
232 591620.56 360.51 1100143.54 8 315 259 -3667.1 30 1.5 USDJPY 3667.14513 0.2726917 81.80751 1613.3001 4.475049 0.8737622 Yes
57 141195.31 358.19 319596.19 7 327 260 -1065.3 30 1.5 EURJPY 1065.32063 0.9386845 281.60536 1325.3785 3.700211 0.9129233 Yes
157 290328.60 360.97 1244142.55 8 342 255 -4147.1 30 1.5 NZDUSD 4147.14183 0.2411299 72.33898 700.0691 1.939411 0.9474472 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBB
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 BB.Length.Bollinger.bands.to.Enter 45
10 BB.Number.of.SDs.to.Enter 2.5
11 BLAI.Timeframe 5 minutes
12 BLAI.length 24
13 BLAISlow.Timeframe 1 hour
14 BLAISlow.length 60
15 BB.Exit.length 15
16 BB.Exit.number.of.SDs 1.5